I don't wear Buffs full length on my head either, and don't like knots or twists. I either cut them in half, and use each half as a lightweight headband/sweatsoaker, or I fold them in two lengthwise so they're thicker. Either way I just fold the lower edge over itself a couple of times in back to keep it neat, with works with my helmet and (thin) hair. My wool Buffs/neck gaiters are a bit too thick to do this with, though.

For winter use I like this thin merino skullcap, it's a bit long but I just fold it up to get an extra layer over my ears:
http://www.endura.co.uk/Product.aspx...09&prod_id=370
This one is good when it's raining or very windy, but I can't hear a thing and it drives my dh crazy:
http://www.wiggle.co.uk/gore-bike-we...iii-skull-cap/
And when it's really cold I add a thin wool balaclava.